+57.7%
GEV vs AMT
-7.7%
+65.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.5% |
| 7D | +3.3% | -0.2% | +3.5% | +3.2% |
| 30D | -7.5% | +4.6% | -12.1% | -5.5% |
| 3M | -2.2% | -8.4% | +6.3% | -1.7% |
| 6M | +12.1% | -6.0% | +18.1% | +12.9% |
| YTD | +44.4% | +2.1% | +42.3% | +48.1% |
| 1Y | +57.7% | -6.4% | +64.0% | +54.2% |
| All | +57.7% | -7.7% | +65.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling